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using Excel for trading



PureBytes Links

Trading Reference Links

Kaufman's new book "Trading Systems and Methods" shows trading spreadsheet
code on page 245-6.

It's 25 columns showing 3 of the many volume indicators described in the
chapter. The code is written in Quattro which uses "@IF" instead of the
Excel "=IF" to introduce functions and the logical "#AND#" instead of "AND",
etc.

Since the formulas are given in the chapter it's easy to figure out any
syntax confusion. The spreadsheet also includes trading signals.

Page 479+ has spreadsheet code and TS code which is meant to be used
together to develop volitility filters. It's quite large and complete, and a
worthwhile study in how to organize your programming efforts.

For anyone interested in converting TS code to MS, the Futures magazine code
for the Dynamic Breakout System "DBS" is given in both TS and MS and is very
instructive. "Traders Tips" in TASC also has indicator programming for TS
and MS and other programs for easy comparison.

- 0 -

If anyone have any flow charting experience, I would be interested in any
help about the basic organizing principles used in programming. I think that
I skipped classes that day / that semester, whatever.

Best regards

Walter